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SADM.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SADM.DE vs. IS3N.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SADM.DE achieves a 13.18% return, which is significantly lower than IS3N.DE's 25.82% return.


SADM.DE

1D
-2.01%
1M
2.05%
YTD
13.18%
6M
13.48%
1Y
28.74%
3Y*
14.44%
5Y*
4.21%
10Y*

IS3N.DE

1D
-1.45%
1M
5.25%
YTD
25.82%
6M
27.45%
1Y
46.76%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SADM.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SADM.DE
Amundi MSCI Emerging ESG Leaders - UCITS ETF
13.18%18.73%12.63%0.17%-15.44%6.79%18.80%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%20.97%

Correlation

The correlation between SADM.DE and IS3N.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

0.95

The correlation between SADM.DE and IS3N.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

SADM.DE vs. IS3N.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SADM.DE
SADM.DE Risk / Return Rank: 5353
Overall Rank
SADM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SADM.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SADM.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SADM.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
SADM.DE Martin Ratio Rank: 5757
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SADM.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SADM.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.29

1.49

-0.19

Calmar ratioReturn relative to maximum drawdown

3.04

4.42

-1.39

Martin ratioReturn relative to average drawdown

9.77

16.00

-6.23

SADM.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current SADM.DE Sharpe Ratio is 1.69, which is lower than the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of SADM.DE and IS3N.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SADM.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.69

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.53

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.44

+0.06

Drawdowns

SADM.DE vs. IS3N.DE - Drawdown Comparison

The maximum SADM.DE drawdown since its inception was -27.30%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for SADM.DE and IS3N.DE.


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Drawdown Indicators


SADM.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.30%

-35.06%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-10.52%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-19.17%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-22.01%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-3.17%

-2.49%

-0.68%

Average Drawdown

Average peak-to-trough decline

-11.37%

-9.30%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.91%

+0.02%

Volatility

SADM.DE vs. IS3N.DE - Volatility Comparison

The current volatility for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) is 5.86%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that SADM.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SADM.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

7.16%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

14.69%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

17.32%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

16.19%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

18.04%

-1.07%

SADM.DE vs. IS3N.DE - Expense Ratio Comparison

Both SADM.DE and IS3N.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SADM.DE vs. IS3N.DE - Dividend Comparison

Neither SADM.DE nor IS3N.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, SADM.DE and IS3N.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SADM.DE and IS3N.DE have the same expense ratio: 0.18% per year.

SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: Amundi and iShares.

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